-18.6%
LVS vs MXL
+363.1%
-381.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.5% |
| 7D | -2.7% | +19.0% | -21.7% | -2.7% |
| 30D | -4.7% | +4.5% | -9.2% | -4.7% |
| 3M | -15.6% | -1.5% | -14.1% | -16.0% |
| 6M | -18.6% | +348.6% | -367.3% | -35.9% |
| All | -18.6% | +363.1% | -381.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling